+67.7%
FERG vs AJG
+74.4%
-6.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -2.6% | -8.3% | +5.7% | -0.3% |
| 30D | -8.9% | -5.7% | -3.2% | -7.6% |
| 3M | -2.0% | +9.1% | -11.1% | -5.4% |
| 6M | -3.2% | +15.2% | -18.4% | -8.4% |
| YTD | +1.5% | -6.3% | +7.8% | +2.8% |
| 1Y | +0.5% | -19.1% | +19.6% | +7.4% |
| 3Y | +50.4% | +8.2% | +42.2% | +36.7% |
| All | +67.7% | +74.4% | -6.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling